# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
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"""
R2 for regression models
========================
"""

from matplotlib import pyplot as plt
from numpy import array
from numpy import linspace
from numpy import newaxis
from numpy import sin

from gemseo.datasets.io_dataset import IODataset
from gemseo.mlearning.quality_measures.r2_measure import R2Measure
from gemseo.mlearning.regression.polyreg import PolynomialRegressor
from gemseo.mlearning.regression.rbf import RBFRegressor

# %%
# Given a dataset :math:`(x_i,y_i,\hat{y}_i)_{1\leq i \leq N}`
# where :math:`x_i` is an input point,
# :math:`y_i` is an output observation
# and :math:`\hat{y}_i=\hat{f}(x_i)` is an output prediction
# computed by a regression model :math:`\hat{f}`,
# the :math:`R^2` metric (also known as :math:`Q^2`) is written
#
# .. math::
#
#   R^2 = 1 - \frac{\sum_{i=1}^N(y_i-\hat{y}_i)^2}{\sum_{i=1}^N(y_i-\bar{y})^2} \leq 1
#
# where :math:`\bar{y}=\frac{1}{N}\sum_{i=1}^Ny_i`.
# The higher, the better.
# From 0.9 it starts to look (very) good.
# A negative value is very bad; a constant model would do better.
#
# To illustrate this quality measure,
# let us consider the function :math:`f(x)=(6x-2)^2\sin(12x-4)` :cite:`forrester2008`:


def f(x):
    return (6 * x - 2) ** 2 * sin(12 * x - 4)


# %%
# and try to approximate it with a polynomial of order 3.
#
# For this,
# we can take these 7 learning input points
x_train = array([0.1, 0.3, 0.5, 0.6, 0.8, 0.9, 0.95])

# %%
# and evaluate the model ``f`` over this design of experiments (DOE):
y_train = f(x_train)

# %%
# Then,
# we create an :class:`.IODataset` from these 7 learning samples:
dataset_train = IODataset()
dataset_train.add_input_group(x_train[:, newaxis], ["x"])
dataset_train.add_output_group(y_train[:, newaxis], ["y"])

# %%
# and build a :class:`.PolynomialRegressor` with ``degree=3`` from it:
polynomial = PolynomialRegressor(dataset_train, 3)
polynomial.learn()

# %%
# Before using it,
# we are going to measure its quality with the :math:`R^2` metric:
r2 = R2Measure(polynomial)
r2.compute_learning_measure()

# %%
# This result is medium, and we can be expected to a poor generalization quality.
# As the cost of this academic function is zero,
# we can approximate this generalization quality with a large test dataset
# whereas the usual test size is about 20% of the training size.
x_test = linspace(0.0, 1.0, 100)
y_test = f(x_test)
dataset_test = IODataset()
dataset_test.add_input_group(x_test[:, newaxis], ["x"])
dataset_test.add_output_group(y_test[:, newaxis], ["y"])
r2.compute_test_measure(dataset_test)

# %%
# The quality is lower than 0.5, which is pretty mediocre.
# This can be explained by a broader generalization domain
# than that of learning, which highlights the difficulties of extrapolation:
plt.plot(x_test, y_test, "-b", label="Reference")
plt.plot(x_train, y_train, "ob")
plt.plot(x_test, polynomial.predict(x_test[:, newaxis]), "-r", label="Prediction")
plt.plot(x_train, polynomial.predict(x_train[:, newaxis]), "or")
plt.legend()
plt.grid()
plt.show()

# %%
# Using the learning domain would slightly improve the quality:
x_test = linspace(x_train.min(), x_train.max(), 100)
y_test = f(x_test)
dataset_test_in_learning_domain = IODataset()
dataset_test_in_learning_domain.add_input_group(x_test[:, newaxis], ["x"])
dataset_test_in_learning_domain.add_output_group(y_test[:, newaxis], ["y"])
r2.compute_test_measure(dataset_test_in_learning_domain)

# %%
# Lastly,
# to get better results without new learning points,
# we would have to change the regression model:
rbf = RBFRegressor(dataset_train)
rbf.learn()

# %%
# The quality of this :class:`.RBFRegressor` is quite good,
# both on the learning side:
r2_rbf = R2Measure(rbf)
r2_rbf.compute_learning_measure()

# %%
# and on the validation side:
r2_rbf.compute_test_measure(dataset_test_in_learning_domain)

# %%
# including the larger domain:
r2_rbf.compute_test_measure(dataset_test)

# %%
# A final plot to convince us:
plt.plot(x_test, y_test, "-b", label="Reference")
plt.plot(x_train, y_train, "ob")
plt.plot(x_test, rbf.predict(x_test[:, newaxis]), "-r", label="Prediction")
plt.plot(x_train, rbf.predict(x_train[:, newaxis]), "or")
plt.legend()
plt.grid()
plt.show()